Smooth bootstrapping of copula functionals
نویسندگان
چکیده
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of estimator question and augment data. Issues arising from kernel density estimation domain are addressed, such as how avoid bounded domain, which bandwidth matrix choose, smoothing carried out. Furthermore, we investigate impacts underlying dependence structure or under conditions it does not. We provide specific examples simulations that highlight advantages caveats approach.
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2022
ISSN: ['1935-7524']
DOI: https://doi.org/10.1214/22-ejs2007